| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1507339.1154 | 1397316.4985 | 110022.6168 | 11715334.2443 | 14262580.144 | -2547245.8997 |
| Total P&L (%) | 1507.3391 | 1397.3165 | 110.0226 | 11715.3342 | 14262.5801 | -2547.2459 |
| Avg Daily Profit (%) | 0.8294 | 0.7689 | 0.0605 | 0.2629 | 0.2737 | 0 |
| Buy And Hold Return (%) | 585.1761 | 585.1761 | 585.1761 | 585.1761 | 585.1761 | 585.1761 |
| Max Trade Drawdown | -72135 | -54128 | -56218 | -25771278 | -14974570 | -13886040 |
| Profit Factor | 3.4158 | 5.7051 | 1.3365 | 1.1326 | 1.3537 | 0.9469 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
| Profitability (%) | 40.3509 | 35.0877 | 45.614 | 40.3509 | 35.0877 | 45.614 |
| Ratio Avg Win / Avg Loss | 5.0495 | 10.5544 | 1.5935 | 1.6743 | 2.5044 | 1.129 |
| Largest Winning Trade | 940624 | 940624 | 74587 | 12274516 | 12274516 | 9243656 |
| Largest Losing Trade | -29214 | -22242 | -29214 | -7238767 | -5406359 | -7238767 |
| Avg Bars in Trades | 47 | 44 | 49 | 47 | 44 | 49 |
| Avg Bars in Winners | 78 | 74 | 80 | 78 | 74 | 80 |
| Avg Bars in Losers | 25 | 27 | 24 | 25 | 27 | 24 |
| Bars Traded | 5362 | 2513 | 2849 | 5362 | 2513 | 2849 |
| Profit Streak | 0 | 11.1887 | 0 | 0 | 11.1887 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 460306 | -168585 | -458205 | -68392 | -175303 | -760872 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602604800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757737907118,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 55,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1507339.1153659157,
1397316.4985361411,
110022.6168297737,
11715334.244337492,
14262580.143994713,
-2547245.899657221
],
[
1507.339115,
1397.316499,
110.022617,
11715.334244,
14262.580144,
-2547.2459
],
[
0.829425,
0.768884,
0.060541,
0.262927,
0.273699,
0
],
[
585.176092,
585.176092,
585.176092,
585.176092,
585.176092,
585.176092
],
[
-72135,
-54128,
-56218,
-25771278,
-14974570,
-13886040
],
[
3.415823,
5.705093,
1.336497,
1.132634,
1.353712,
0.946939
],
[
114,
57,
57,
114,
57,
57
],
[
46,
20,
26,
46,
20,
26
],
[
68,
37,
31,
68,
37,
31
],
[
40.350877,
35.087719,
45.614035,
40.350877,
35.087719,
45.614035
],
[
5.049478,
10.554422,
1.593515,
1.674329,
2.504367,
1.129042
],
[
940624,
940624,
74587,
12274516,
12274516,
9243656
],
[
-29214,
-22242,
-29214,
-7238767,
-5406359,
-7238767
],
[
47,
44,
49,
47,
44,
49
],
[
78,
74,
80,
78,
74,
80
],
[
25,
27,
24,
25,
27,
24
],
[
5362,
2513,
2849,
5362,
2513,
2849
],
[
0,
11.18874,
0,
0,
11.18874,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
460306,
-168585,
-458205,
-68392,
-175303,
-760872
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602604800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757737907118,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 55,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|